JGYIX vs. GAOAX
Compare and contrast key facts about John Hancock Global Shareholder Yield Fund (JGYIX) and JPMorgan Global Allocation Fund A (GAOAX).
JGYIX is managed by John Hancock. It was launched on Feb 28, 2007. GAOAX is managed by JPMorgan. It was launched on May 31, 2011.
Performance
JGYIX vs. GAOAX - Performance Comparison
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JGYIX vs. GAOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JGYIX John Hancock Global Shareholder Yield Fund | 3.82% | 24.13% | 14.38% | 11.36% | -4.87% | 17.65% | -1.36% | 20.86% | -9.27% | 16.72% |
GAOAX JPMorgan Global Allocation Fund A | -5.28% | 14.68% | 7.91% | 12.69% | -18.74% | 3.60% | 15.29% | 15.95% | -6.07% | 16.82% |
Returns By Period
In the year-to-date period, JGYIX achieves a 3.82% return, which is significantly higher than GAOAX's -5.28% return. Over the past 10 years, JGYIX has outperformed GAOAX with an annualized return of 8.94%, while GAOAX has yielded a comparatively lower 5.59% annualized return.
JGYIX
- 1D
- 0.08%
- 1M
- -6.18%
- YTD
- 3.82%
- 6M
- 7.31%
- 1Y
- 22.08%
- 3Y*
- 16.78%
- 5Y*
- 11.39%
- 10Y*
- 8.94%
GAOAX
- 1D
- -0.10%
- 1M
- -8.53%
- YTD
- -5.28%
- 6M
- -3.90%
- 1Y
- 8.28%
- 3Y*
- 7.88%
- 5Y*
- 1.78%
- 10Y*
- 5.59%
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JGYIX vs. GAOAX - Expense Ratio Comparison
JGYIX has a 0.84% expense ratio, which is lower than GAOAX's 1.04% expense ratio.
Return for Risk
JGYIX vs. GAOAX — Risk / Return Rank
JGYIX
GAOAX
JGYIX vs. GAOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Global Shareholder Yield Fund (JGYIX) and JPMorgan Global Allocation Fund A (GAOAX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| JGYIX | GAOAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.68 | 0.72 | +0.96 |
Sortino ratioReturn per unit of downside risk | 2.26 | 1.06 | +1.21 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.15 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 2.03 | 0.82 | +1.21 |
Martin ratioReturn relative to average drawdown | 10.04 | 3.42 | +6.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JGYIX | GAOAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.68 | 0.72 | +0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.16 | +0.71 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.52 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.53 | -0.10 |
Correlation
The correlation between JGYIX and GAOAX is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
JGYIX vs. GAOAX - Dividend Comparison
JGYIX's dividend yield for the trailing twelve months is around 12.96%, more than GAOAX's 10.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JGYIX John Hancock Global Shareholder Yield Fund | 12.96% | 13.30% | 8.21% | 4.37% | 9.51% | 11.27% | 2.71% | 4.81% | 6.31% | 2.91% | 3.19% | 7.64% |
GAOAX JPMorgan Global Allocation Fund A | 10.19% | 10.15% | 2.34% | 0.00% | 4.62% | 4.61% | 1.54% | 2.43% | 2.52% | 2.95% | 2.59% | 0.96% |
Drawdowns
JGYIX vs. GAOAX - Drawdown Comparison
The maximum JGYIX drawdown since its inception was -46.76%, which is greater than GAOAX's maximum drawdown of -29.02%. Use the drawdown chart below to compare losses from any high point for JGYIX and GAOAX.
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Drawdown Indicators
| JGYIX | GAOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.76% | -29.02% | -17.74% |
Max Drawdown (1Y)Largest decline over 1 year | -10.71% | -8.95% | -1.76% |
Max Drawdown (5Y)Largest decline over 5 years | -18.97% | -29.02% | +10.05% |
Max Drawdown (10Y)Largest decline over 10 years | -36.45% | -29.02% | -7.43% |
Current DrawdownCurrent decline from peak | -6.18% | -8.95% | +2.77% |
Average DrawdownAverage peak-to-trough decline | -6.82% | -6.01% | -0.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 2.15% | +0.02% |
Volatility
JGYIX vs. GAOAX - Volatility Comparison
The current volatility for John Hancock Global Shareholder Yield Fund (JGYIX) is 3.88%, while JPMorgan Global Allocation Fund A (GAOAX) has a volatility of 4.64%. This indicates that JGYIX experiences smaller price fluctuations and is considered to be less risky than GAOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JGYIX | GAOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 4.64% | -0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 7.31% | 7.42% | -0.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.58% | 11.46% | +2.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.15% | 11.02% | +2.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.96% | 10.80% | +4.16% |